-29.0%
TRMB vs EXEL
+70.6%
-99.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +4.1% | -2.8% | +6.9% | +4.3% |
| 30D | -5.1% | +18.2% | -23.2% | -6.0% |
| 3M | -2.6% | +37.7% | -40.3% | -4.4% |
| 6M | -2.7% | +42.2% | -44.9% | -4.3% |
| YTD | -27.9% | +61.3% | -89.2% | -30.3% |
| 1Y | -29.0% | +64.5% | -93.5% | -32.3% |
| All | -29.0% | +70.6% | -99.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling